forecastLSW: Forecasting Routines for Locally Stationary Wavelet Processes
Implementation to perform forecasting of locally stationary wavelet processes by examining the local second order structure of the time series.
Version: |
1.0 |
Depends: |
R (≥ 3.5.0), stats, locits, wavethresh, parallel, lpacf, methods |
Imports: |
forecast |
Published: |
2023-04-25 |
DOI: |
10.32614/CRAN.package.forecastLSW |
Author: |
Rebecca Killick [aut, cre],
Matt Nunes [aut],
Guy Nason [aut],
Marina Knight [aut],
Idris Eckley [ctb] |
Maintainer: |
Rebecca Killick <r.killick at lancs.ac.uk> |
License: |
GPL-2 |
NeedsCompilation: |
no |
Materials: |
NEWS |
In views: |
TimeSeries |
CRAN checks: |
forecastLSW results |
Documentation:
Downloads:
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